Oak Valley Bancorp AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.39% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2861 | 14.09 | |
| 0.1525 | 27.41 | |
| 0.8253 | 133.59 | |
| 0.1121 | 0.93 |
Estimation Period:
Mar 11, 1997 to Feb 6, 2026
Mar 11, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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